You'll need components...
.....but first get the how to book and read through it. Videos are great, but if done by individuals they don't often have some points and safety requirements. Like...
Don't set primers too high. At best you will lock up your revolver, at worst a round will go off when you don't want it to.
Make sure that all bullets used are just as the book directs, OR use calipers and whatever to verify that they are equivalants.
Make sure that you don't double charge a fast powder in a case. It WILL blow up your gun.
Don't start loading at max. Back off and work your way up. I'd start at lighter load, then go to mid. From there work up in .2 grain increments.
There's more, but you can see how important some of this info is, so read the book first. When you've read enough you need to decide what components that you are going to use.
Primer, standard and large pistol primers. Use magnum primers if the book calls for it. They all go bang and any of the common brands work just fine.
Bullets- What do you intend to start loading. You don't want cowboy bullets so you probably either want hard cast coated, plated, or jacketed bullets. What style? RN, SWC?, JHP? What weight.
When you decide what kind of bullets you want to shoot, buy them or get them on order, then decide what powder will do the job. What velocity are you looking for with what type and weight f bullet?
Now you can select a powder for the weight, type and velocity of bullet that you are going to use. Buy locally if possible. If you order powder online it costs an extra $30 for a hazmat fee.
Do you have empty brass??? You'll sure need that. Try to get some that is all the same brand and uniform to make the job simpler. Starline brass is very good. All of the common brands will work, but how many times will you be able to reload them before they crack somewhere?
You might need to use some case lube to make the job easier. For pistol brass one of the spray ons would probably be adequate, if needed at all.
Boxes. I use the plastic cases that are partitioned off but lately I use more Tupperware, cookie tins, etc. You can use empty ammo boxes, but make sure to label everything correctly.
It may be good to start with a notebook to record your loads, what works best and what doesn't.
PS: If you are going to shoot lead bullets, get a Lyman 49th that has lots of cast data. You could buy their cast bullet manual, but it just cuts out the jacketed data so it's smaller.